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<FONT color="green">001</FONT>    /*<a name="line.1"></a>
<FONT color="green">002</FONT>     * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a>
<FONT color="green">003</FONT>     * contributor license agreements.  See the NOTICE file distributed with<a name="line.3"></a>
<FONT color="green">004</FONT>     * this work for additional information regarding copyright ownership.<a name="line.4"></a>
<FONT color="green">005</FONT>     * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a>
<FONT color="green">006</FONT>     * (the "License"); you may not use this file except in compliance with<a name="line.6"></a>
<FONT color="green">007</FONT>     * the License.  You may obtain a copy of the License at<a name="line.7"></a>
<FONT color="green">008</FONT>     *<a name="line.8"></a>
<FONT color="green">009</FONT>     *      http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a>
<FONT color="green">010</FONT>     *<a name="line.10"></a>
<FONT color="green">011</FONT>     * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a>
<FONT color="green">012</FONT>     * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a>
<FONT color="green">013</FONT>     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a>
<FONT color="green">014</FONT>     * See the License for the specific language governing permissions and<a name="line.14"></a>
<FONT color="green">015</FONT>     * limitations under the License.<a name="line.15"></a>
<FONT color="green">016</FONT>     */<a name="line.16"></a>
<FONT color="green">017</FONT>    <a name="line.17"></a>
<FONT color="green">018</FONT>    package org.apache.commons.math.stat.descriptive.moment;<a name="line.18"></a>
<FONT color="green">019</FONT>    <a name="line.19"></a>
<FONT color="green">020</FONT>    import java.io.Serializable;<a name="line.20"></a>
<FONT color="green">021</FONT>    import org.apache.commons.math.exception.NullArgumentException;<a name="line.21"></a>
<FONT color="green">022</FONT>    import org.apache.commons.math.exception.util.LocalizedFormats;<a name="line.22"></a>
<FONT color="green">023</FONT>    import org.apache.commons.math.stat.descriptive.AbstractUnivariateStatistic;<a name="line.23"></a>
<FONT color="green">024</FONT>    <a name="line.24"></a>
<FONT color="green">025</FONT>    /**<a name="line.25"></a>
<FONT color="green">026</FONT>     * &lt;p&gt;Computes the semivariance of a set of values with respect to a given cutoff value.<a name="line.26"></a>
<FONT color="green">027</FONT>     * We define the &lt;i&gt;downside semivariance&lt;/i&gt; of a set of values &lt;code&gt;x&lt;/code&gt;<a name="line.27"></a>
<FONT color="green">028</FONT>     * against the &lt;i&gt;cutoff value&lt;/i&gt; &lt;code&gt;cutoff&lt;/code&gt; to be &lt;br/&gt;<a name="line.28"></a>
<FONT color="green">029</FONT>     * &lt;code&gt;&amp;Sigma; (x[i] - target)&lt;sup&gt;2&lt;/sup&gt; / df&lt;/code&gt; &lt;br/&gt;<a name="line.29"></a>
<FONT color="green">030</FONT>     * where the sum is taken over all &lt;code&gt;i&lt;/code&gt; such that &lt;code&gt;x[i] &lt; cutoff&lt;/code&gt;<a name="line.30"></a>
<FONT color="green">031</FONT>     * and &lt;code&gt;df&lt;/code&gt; is the length of &lt;code&gt;x&lt;/code&gt; (non-bias-corrected) or<a name="line.31"></a>
<FONT color="green">032</FONT>     * one less than this number (bias corrected).  The &lt;i&gt;upside semivariance&lt;/i&gt;<a name="line.32"></a>
<FONT color="green">033</FONT>     * is defined similarly, with the sum taken over values of &lt;code&gt;x&lt;/code&gt; that<a name="line.33"></a>
<FONT color="green">034</FONT>     * exceed the cutoff value.&lt;/p&gt;<a name="line.34"></a>
<FONT color="green">035</FONT>     *<a name="line.35"></a>
<FONT color="green">036</FONT>     * &lt;p&gt;The cutoff value defaults to the mean, bias correction defaults to &lt;code&gt;true&lt;/code&gt;<a name="line.36"></a>
<FONT color="green">037</FONT>     * and the "variance direction" (upside or downside) defaults to downside.  The variance direction<a name="line.37"></a>
<FONT color="green">038</FONT>     * and bias correction may be set using property setters or their values can provided as<a name="line.38"></a>
<FONT color="green">039</FONT>     * parameters to {@link #evaluate(double[], double, Direction, boolean, int, int)}.&lt;/p&gt;<a name="line.39"></a>
<FONT color="green">040</FONT>     *<a name="line.40"></a>
<FONT color="green">041</FONT>     * &lt;p&gt;If the input array is null, &lt;code&gt;evaluate&lt;/code&gt; methods throw<a name="line.41"></a>
<FONT color="green">042</FONT>     * &lt;code&gt;IllegalArgumentException.&lt;/code&gt;  If the array has length 1, &lt;code&gt;0&lt;/code&gt;<a name="line.42"></a>
<FONT color="green">043</FONT>     * is returned, regardless of the value of the &lt;code&gt;cutoff.&lt;/code&gt;<a name="line.43"></a>
<FONT color="green">044</FONT>     *<a name="line.44"></a>
<FONT color="green">045</FONT>     * &lt;p&gt;&lt;strong&gt;Note that this class is not intended to be threadsafe.&lt;/strong&gt; If<a name="line.45"></a>
<FONT color="green">046</FONT>     * multiple threads access an instance of this class concurrently, and one or<a name="line.46"></a>
<FONT color="green">047</FONT>     * more of these threads invoke property setters, external synchronization must<a name="line.47"></a>
<FONT color="green">048</FONT>     * be provided to ensure correct results.&lt;/p&gt;<a name="line.48"></a>
<FONT color="green">049</FONT>     *<a name="line.49"></a>
<FONT color="green">050</FONT>     * @version $Revision: 1006299 $ $Date: 2010-10-10 16:47:17 +0200 (dim. 10 oct. 2010) $<a name="line.50"></a>
<FONT color="green">051</FONT>     * @since 2.1<a name="line.51"></a>
<FONT color="green">052</FONT>     */<a name="line.52"></a>
<FONT color="green">053</FONT>    <a name="line.53"></a>
<FONT color="green">054</FONT>    public class SemiVariance extends AbstractUnivariateStatistic implements Serializable {<a name="line.54"></a>
<FONT color="green">055</FONT>    <a name="line.55"></a>
<FONT color="green">056</FONT>        /**<a name="line.56"></a>
<FONT color="green">057</FONT>         * The UPSIDE Direction is used to specify that the observations above the<a name="line.57"></a>
<FONT color="green">058</FONT>         * cutoff point will be used to calculate SemiVariance.<a name="line.58"></a>
<FONT color="green">059</FONT>         */<a name="line.59"></a>
<FONT color="green">060</FONT>        public static final Direction UPSIDE_VARIANCE = Direction.UPSIDE;<a name="line.60"></a>
<FONT color="green">061</FONT>    <a name="line.61"></a>
<FONT color="green">062</FONT>        /**<a name="line.62"></a>
<FONT color="green">063</FONT>         * The DOWNSIDE Direction is used to specify that the observations below<a name="line.63"></a>
<FONT color="green">064</FONT>         * the cutoff point will be used to calculate SemiVariance<a name="line.64"></a>
<FONT color="green">065</FONT>         */<a name="line.65"></a>
<FONT color="green">066</FONT>        public static final Direction DOWNSIDE_VARIANCE = Direction.DOWNSIDE;<a name="line.66"></a>
<FONT color="green">067</FONT>    <a name="line.67"></a>
<FONT color="green">068</FONT>        /** Serializable version identifier */<a name="line.68"></a>
<FONT color="green">069</FONT>        private static final long serialVersionUID = -2653430366886024994L;<a name="line.69"></a>
<FONT color="green">070</FONT>    <a name="line.70"></a>
<FONT color="green">071</FONT>        /**<a name="line.71"></a>
<FONT color="green">072</FONT>         * Determines whether or not bias correction is applied when computing the<a name="line.72"></a>
<FONT color="green">073</FONT>         * value of the statisic.  True means that bias is corrected.<a name="line.73"></a>
<FONT color="green">074</FONT>         */<a name="line.74"></a>
<FONT color="green">075</FONT>        private boolean biasCorrected = true;<a name="line.75"></a>
<FONT color="green">076</FONT>    <a name="line.76"></a>
<FONT color="green">077</FONT>        /**<a name="line.77"></a>
<FONT color="green">078</FONT>         * Determines whether to calculate downside or upside SemiVariance.<a name="line.78"></a>
<FONT color="green">079</FONT>         */<a name="line.79"></a>
<FONT color="green">080</FONT>        private Direction varianceDirection = Direction.DOWNSIDE;<a name="line.80"></a>
<FONT color="green">081</FONT>    <a name="line.81"></a>
<FONT color="green">082</FONT>        /**<a name="line.82"></a>
<FONT color="green">083</FONT>         * Constructs a SemiVariance with default (true) &lt;code&gt;biasCorrected&lt;/code&gt;<a name="line.83"></a>
<FONT color="green">084</FONT>         * property and default (Downside) &lt;code&gt;varianceDirection&lt;/code&gt; property.<a name="line.84"></a>
<FONT color="green">085</FONT>         */<a name="line.85"></a>
<FONT color="green">086</FONT>        public SemiVariance() {<a name="line.86"></a>
<FONT color="green">087</FONT>        }<a name="line.87"></a>
<FONT color="green">088</FONT>    <a name="line.88"></a>
<FONT color="green">089</FONT>        /**<a name="line.89"></a>
<FONT color="green">090</FONT>         * Constructs a SemiVariance with the specified &lt;code&gt;biasCorrected&lt;/code&gt;<a name="line.90"></a>
<FONT color="green">091</FONT>         * property and default (Downside) &lt;code&gt;varianceDirection&lt;/code&gt; property.<a name="line.91"></a>
<FONT color="green">092</FONT>         *<a name="line.92"></a>
<FONT color="green">093</FONT>         * @param biasCorrected  setting for bias correction - true means<a name="line.93"></a>
<FONT color="green">094</FONT>         * bias will be corrected and is equivalent to using the argumentless<a name="line.94"></a>
<FONT color="green">095</FONT>         * constructor<a name="line.95"></a>
<FONT color="green">096</FONT>         */<a name="line.96"></a>
<FONT color="green">097</FONT>        public SemiVariance(final boolean biasCorrected) {<a name="line.97"></a>
<FONT color="green">098</FONT>            this.biasCorrected = biasCorrected;<a name="line.98"></a>
<FONT color="green">099</FONT>        }<a name="line.99"></a>
<FONT color="green">100</FONT>    <a name="line.100"></a>
<FONT color="green">101</FONT>    <a name="line.101"></a>
<FONT color="green">102</FONT>        /**<a name="line.102"></a>
<FONT color="green">103</FONT>         * Constructs a SemiVariance with the specified &lt;code&gt;Direction&lt;/code&gt; property<a name="line.103"></a>
<FONT color="green">104</FONT>         * and default (true) &lt;code&gt;biasCorrected&lt;/code&gt; property<a name="line.104"></a>
<FONT color="green">105</FONT>         *<a name="line.105"></a>
<FONT color="green">106</FONT>         * @param direction  setting for the direction of the SemiVariance<a name="line.106"></a>
<FONT color="green">107</FONT>         * to calculate<a name="line.107"></a>
<FONT color="green">108</FONT>         */<a name="line.108"></a>
<FONT color="green">109</FONT>        public SemiVariance(final Direction direction) {<a name="line.109"></a>
<FONT color="green">110</FONT>            this.varianceDirection = direction;<a name="line.110"></a>
<FONT color="green">111</FONT>        }<a name="line.111"></a>
<FONT color="green">112</FONT>    <a name="line.112"></a>
<FONT color="green">113</FONT>    <a name="line.113"></a>
<FONT color="green">114</FONT>        /**<a name="line.114"></a>
<FONT color="green">115</FONT>         * Constructs a SemiVariance with the specified &lt;code&gt;isBiasCorrected&lt;/code&gt;<a name="line.115"></a>
<FONT color="green">116</FONT>         * property and the specified &lt;code&gt;Direction&lt;/code&gt; property.<a name="line.116"></a>
<FONT color="green">117</FONT>         *<a name="line.117"></a>
<FONT color="green">118</FONT>         * @param corrected  setting for bias correction - true means<a name="line.118"></a>
<FONT color="green">119</FONT>         * bias will be corrected and is equivalent to using the argumentless<a name="line.119"></a>
<FONT color="green">120</FONT>         * constructor<a name="line.120"></a>
<FONT color="green">121</FONT>         *<a name="line.121"></a>
<FONT color="green">122</FONT>         * @param direction  setting for the direction of the SemiVariance<a name="line.122"></a>
<FONT color="green">123</FONT>         * to calculate<a name="line.123"></a>
<FONT color="green">124</FONT>         */<a name="line.124"></a>
<FONT color="green">125</FONT>        public SemiVariance(final boolean corrected, final Direction direction) {<a name="line.125"></a>
<FONT color="green">126</FONT>            this.biasCorrected = corrected;<a name="line.126"></a>
<FONT color="green">127</FONT>            this.varianceDirection = direction;<a name="line.127"></a>
<FONT color="green">128</FONT>        }<a name="line.128"></a>
<FONT color="green">129</FONT>    <a name="line.129"></a>
<FONT color="green">130</FONT>    <a name="line.130"></a>
<FONT color="green">131</FONT>        /**<a name="line.131"></a>
<FONT color="green">132</FONT>         * Copy constructor, creates a new {@code SemiVariance} identical<a name="line.132"></a>
<FONT color="green">133</FONT>         * to the {@code original}<a name="line.133"></a>
<FONT color="green">134</FONT>         *<a name="line.134"></a>
<FONT color="green">135</FONT>         * @param original the {@code SemiVariance} instance to copy<a name="line.135"></a>
<FONT color="green">136</FONT>         */<a name="line.136"></a>
<FONT color="green">137</FONT>        public SemiVariance(final SemiVariance original) {<a name="line.137"></a>
<FONT color="green">138</FONT>            copy(original, this);<a name="line.138"></a>
<FONT color="green">139</FONT>        }<a name="line.139"></a>
<FONT color="green">140</FONT>    <a name="line.140"></a>
<FONT color="green">141</FONT>    <a name="line.141"></a>
<FONT color="green">142</FONT>        /**<a name="line.142"></a>
<FONT color="green">143</FONT>         * {@inheritDoc}<a name="line.143"></a>
<FONT color="green">144</FONT>         */<a name="line.144"></a>
<FONT color="green">145</FONT>        @Override<a name="line.145"></a>
<FONT color="green">146</FONT>        public SemiVariance copy() {<a name="line.146"></a>
<FONT color="green">147</FONT>            SemiVariance result = new SemiVariance();<a name="line.147"></a>
<FONT color="green">148</FONT>            copy(this, result);<a name="line.148"></a>
<FONT color="green">149</FONT>            return result;<a name="line.149"></a>
<FONT color="green">150</FONT>        }<a name="line.150"></a>
<FONT color="green">151</FONT>    <a name="line.151"></a>
<FONT color="green">152</FONT>    <a name="line.152"></a>
<FONT color="green">153</FONT>        /**<a name="line.153"></a>
<FONT color="green">154</FONT>         * Copies source to dest.<a name="line.154"></a>
<FONT color="green">155</FONT>         * &lt;p&gt;Neither source nor dest can be null.&lt;/p&gt;<a name="line.155"></a>
<FONT color="green">156</FONT>         *<a name="line.156"></a>
<FONT color="green">157</FONT>         * @param source SemiVariance to copy<a name="line.157"></a>
<FONT color="green">158</FONT>         * @param dest SemiVariance to copy to<a name="line.158"></a>
<FONT color="green">159</FONT>         * @throws NullPointerException if either source or dest is null<a name="line.159"></a>
<FONT color="green">160</FONT>         */<a name="line.160"></a>
<FONT color="green">161</FONT>        public static void copy(final SemiVariance source, SemiVariance dest) {<a name="line.161"></a>
<FONT color="green">162</FONT>            dest.setData(source.getDataRef());<a name="line.162"></a>
<FONT color="green">163</FONT>            dest.biasCorrected = source.biasCorrected;<a name="line.163"></a>
<FONT color="green">164</FONT>            dest.varianceDirection = source.varianceDirection;<a name="line.164"></a>
<FONT color="green">165</FONT>        }<a name="line.165"></a>
<FONT color="green">166</FONT>    <a name="line.166"></a>
<FONT color="green">167</FONT>    <a name="line.167"></a>
<FONT color="green">168</FONT>        /**<a name="line.168"></a>
<FONT color="green">169</FONT>         * This method calculates {@link SemiVariance} for the entire array against the mean, using<a name="line.169"></a>
<FONT color="green">170</FONT>         * instance properties varianceDirection and biasCorrection.<a name="line.170"></a>
<FONT color="green">171</FONT>         *<a name="line.171"></a>
<FONT color="green">172</FONT>         * @param values the input array<a name="line.172"></a>
<FONT color="green">173</FONT>         * @return the SemiVariance<a name="line.173"></a>
<FONT color="green">174</FONT>         * @throws IllegalArgumentException if values is null<a name="line.174"></a>
<FONT color="green">175</FONT>         *<a name="line.175"></a>
<FONT color="green">176</FONT>         */<a name="line.176"></a>
<FONT color="green">177</FONT>        @Override<a name="line.177"></a>
<FONT color="green">178</FONT>        public double evaluate(final double[] values) {<a name="line.178"></a>
<FONT color="green">179</FONT>            if (values == null) {<a name="line.179"></a>
<FONT color="green">180</FONT>                throw new NullArgumentException(LocalizedFormats.INPUT_ARRAY);<a name="line.180"></a>
<FONT color="green">181</FONT>             }<a name="line.181"></a>
<FONT color="green">182</FONT>            return evaluate(values, 0, values.length);<a name="line.182"></a>
<FONT color="green">183</FONT>        }<a name="line.183"></a>
<FONT color="green">184</FONT>    <a name="line.184"></a>
<FONT color="green">185</FONT>    <a name="line.185"></a>
<FONT color="green">186</FONT>        /**<a name="line.186"></a>
<FONT color="green">187</FONT>          * &lt;p&gt;Returns the {@link SemiVariance} of the designated values against the mean, using<a name="line.187"></a>
<FONT color="green">188</FONT>          * instance properties varianceDirection and biasCorrection.&lt;/p&gt;<a name="line.188"></a>
<FONT color="green">189</FONT>          *<a name="line.189"></a>
<FONT color="green">190</FONT>          * &lt;p&gt;Returns &lt;code&gt;NaN&lt;/code&gt; if the array is empty and throws<a name="line.190"></a>
<FONT color="green">191</FONT>          * &lt;code&gt;IllegalArgumentException&lt;/code&gt; if the array is null.&lt;/p&gt;<a name="line.191"></a>
<FONT color="green">192</FONT>          *<a name="line.192"></a>
<FONT color="green">193</FONT>          * @param values the input array<a name="line.193"></a>
<FONT color="green">194</FONT>          * @param start index of the first array element to include<a name="line.194"></a>
<FONT color="green">195</FONT>          * @param length the number of elements to include<a name="line.195"></a>
<FONT color="green">196</FONT>          * @return the SemiVariance<a name="line.196"></a>
<FONT color="green">197</FONT>          * @throws IllegalArgumentException if the parameters are not valid<a name="line.197"></a>
<FONT color="green">198</FONT>          *<a name="line.198"></a>
<FONT color="green">199</FONT>          */<a name="line.199"></a>
<FONT color="green">200</FONT>          @Override<a name="line.200"></a>
<FONT color="green">201</FONT>          public double evaluate(final double[] values, final int start, final int length) {<a name="line.201"></a>
<FONT color="green">202</FONT>            double m = (new Mean()).evaluate(values, start, length);<a name="line.202"></a>
<FONT color="green">203</FONT>            return evaluate(values, m, varianceDirection, biasCorrected, 0, values.length);<a name="line.203"></a>
<FONT color="green">204</FONT>          }<a name="line.204"></a>
<FONT color="green">205</FONT>    <a name="line.205"></a>
<FONT color="green">206</FONT>    <a name="line.206"></a>
<FONT color="green">207</FONT>          /**<a name="line.207"></a>
<FONT color="green">208</FONT>           * This method calculates {@link SemiVariance} for the entire array against the mean, using<a name="line.208"></a>
<FONT color="green">209</FONT>           * the current value of the biasCorrection instance property.<a name="line.209"></a>
<FONT color="green">210</FONT>           *<a name="line.210"></a>
<FONT color="green">211</FONT>           * @param values the input array<a name="line.211"></a>
<FONT color="green">212</FONT>           * @param direction the {@link Direction} of the semivariance<a name="line.212"></a>
<FONT color="green">213</FONT>           * @return the SemiVariance<a name="line.213"></a>
<FONT color="green">214</FONT>           * @throws IllegalArgumentException if values is null<a name="line.214"></a>
<FONT color="green">215</FONT>           *<a name="line.215"></a>
<FONT color="green">216</FONT>           */<a name="line.216"></a>
<FONT color="green">217</FONT>          public double evaluate(final double[] values, Direction direction) {<a name="line.217"></a>
<FONT color="green">218</FONT>              double m = (new Mean()).evaluate(values);<a name="line.218"></a>
<FONT color="green">219</FONT>              return evaluate (values, m, direction, biasCorrected, 0, values.length);<a name="line.219"></a>
<FONT color="green">220</FONT>          }<a name="line.220"></a>
<FONT color="green">221</FONT>    <a name="line.221"></a>
<FONT color="green">222</FONT>          /**<a name="line.222"></a>
<FONT color="green">223</FONT>           * &lt;p&gt;Returns the {@link SemiVariance} of the designated values against the cutoff, using<a name="line.223"></a>
<FONT color="green">224</FONT>           * instance properties variancDirection and biasCorrection.&lt;/p&gt;<a name="line.224"></a>
<FONT color="green">225</FONT>           *<a name="line.225"></a>
<FONT color="green">226</FONT>           * &lt;p&gt;Returns &lt;code&gt;NaN&lt;/code&gt; if the array is empty and throws<a name="line.226"></a>
<FONT color="green">227</FONT>           * &lt;code&gt;IllegalArgumentException&lt;/code&gt; if the array is null.&lt;/p&gt;<a name="line.227"></a>
<FONT color="green">228</FONT>           *<a name="line.228"></a>
<FONT color="green">229</FONT>           * @param values the input array<a name="line.229"></a>
<FONT color="green">230</FONT>           * @param cutoff the reference point<a name="line.230"></a>
<FONT color="green">231</FONT>           * @return the SemiVariance<a name="line.231"></a>
<FONT color="green">232</FONT>           * @throws IllegalArgumentException if values is null<a name="line.232"></a>
<FONT color="green">233</FONT>           */<a name="line.233"></a>
<FONT color="green">234</FONT>          public double evaluate(final double[] values, final double cutoff) {<a name="line.234"></a>
<FONT color="green">235</FONT>              return evaluate(values, cutoff, varianceDirection, biasCorrected, 0, values.length);<a name="line.235"></a>
<FONT color="green">236</FONT>          }<a name="line.236"></a>
<FONT color="green">237</FONT>    <a name="line.237"></a>
<FONT color="green">238</FONT>          /**<a name="line.238"></a>
<FONT color="green">239</FONT>           * &lt;p&gt;Returns the {@link SemiVariance} of the designated values against the cutoff in the<a name="line.239"></a>
<FONT color="green">240</FONT>           * given direction, using the current value of the biasCorrection instance property.&lt;/p&gt;<a name="line.240"></a>
<FONT color="green">241</FONT>           *<a name="line.241"></a>
<FONT color="green">242</FONT>           * &lt;p&gt;Returns &lt;code&gt;NaN&lt;/code&gt; if the array is empty and throws<a name="line.242"></a>
<FONT color="green">243</FONT>           * &lt;code&gt;IllegalArgumentException&lt;/code&gt; if the array is null.&lt;/p&gt;<a name="line.243"></a>
<FONT color="green">244</FONT>           *<a name="line.244"></a>
<FONT color="green">245</FONT>           * @param values the input array<a name="line.245"></a>
<FONT color="green">246</FONT>           * @param cutoff the reference point<a name="line.246"></a>
<FONT color="green">247</FONT>           * @param direction the {@link Direction} of the semivariance<a name="line.247"></a>
<FONT color="green">248</FONT>           * @return the SemiVariance<a name="line.248"></a>
<FONT color="green">249</FONT>           * @throws IllegalArgumentException if values is null<a name="line.249"></a>
<FONT color="green">250</FONT>           */<a name="line.250"></a>
<FONT color="green">251</FONT>          public double evaluate(final double[] values, final double cutoff, final Direction direction) {<a name="line.251"></a>
<FONT color="green">252</FONT>              return evaluate(values, cutoff, direction, biasCorrected, 0, values.length);<a name="line.252"></a>
<FONT color="green">253</FONT>          }<a name="line.253"></a>
<FONT color="green">254</FONT>    <a name="line.254"></a>
<FONT color="green">255</FONT>    <a name="line.255"></a>
<FONT color="green">256</FONT>         /**<a name="line.256"></a>
<FONT color="green">257</FONT>          * &lt;p&gt;Returns the {@link SemiVariance} of the designated values against the cutoff<a name="line.257"></a>
<FONT color="green">258</FONT>          * in the given direction with the provided bias correction.&lt;/p&gt;<a name="line.258"></a>
<FONT color="green">259</FONT>          *<a name="line.259"></a>
<FONT color="green">260</FONT>          * &lt;p&gt;Returns &lt;code&gt;NaN&lt;/code&gt; if the array is empty and throws<a name="line.260"></a>
<FONT color="green">261</FONT>          * &lt;code&gt;IllegalArgumentException&lt;/code&gt; if the array is null.&lt;/p&gt;<a name="line.261"></a>
<FONT color="green">262</FONT>          *<a name="line.262"></a>
<FONT color="green">263</FONT>          * @param values the input array<a name="line.263"></a>
<FONT color="green">264</FONT>          * @param cutoff the reference point<a name="line.264"></a>
<FONT color="green">265</FONT>          * @param direction the {@link Direction} of the semivariance<a name="line.265"></a>
<FONT color="green">266</FONT>          * @param corrected the BiasCorrection flag<a name="line.266"></a>
<FONT color="green">267</FONT>          * @param start index of the first array element to include<a name="line.267"></a>
<FONT color="green">268</FONT>          * @param length the number of elements to include<a name="line.268"></a>
<FONT color="green">269</FONT>          * @return the SemiVariance<a name="line.269"></a>
<FONT color="green">270</FONT>          * @throws IllegalArgumentException if the parameters are not valid<a name="line.270"></a>
<FONT color="green">271</FONT>          *<a name="line.271"></a>
<FONT color="green">272</FONT>          */<a name="line.272"></a>
<FONT color="green">273</FONT>        public double evaluate (final double[] values, final double cutoff, final Direction direction,<a name="line.273"></a>
<FONT color="green">274</FONT>                final boolean corrected, final int start, final int length) {<a name="line.274"></a>
<FONT color="green">275</FONT>    <a name="line.275"></a>
<FONT color="green">276</FONT>            test(values, start, length);<a name="line.276"></a>
<FONT color="green">277</FONT>            if (values.length == 0) {<a name="line.277"></a>
<FONT color="green">278</FONT>                return Double.NaN;<a name="line.278"></a>
<FONT color="green">279</FONT>            } else {<a name="line.279"></a>
<FONT color="green">280</FONT>                if (values.length == 1) {<a name="line.280"></a>
<FONT color="green">281</FONT>                    return 0.0;<a name="line.281"></a>
<FONT color="green">282</FONT>                } else {<a name="line.282"></a>
<FONT color="green">283</FONT>                    final boolean booleanDirection = direction.getDirection();<a name="line.283"></a>
<FONT color="green">284</FONT>    <a name="line.284"></a>
<FONT color="green">285</FONT>                    double dev = 0.0;<a name="line.285"></a>
<FONT color="green">286</FONT>                    double sumsq = 0.0;<a name="line.286"></a>
<FONT color="green">287</FONT>                    for (int i = start; i &lt; length; i++) {<a name="line.287"></a>
<FONT color="green">288</FONT>                        if ((values[i] &gt; cutoff) == booleanDirection) {<a name="line.288"></a>
<FONT color="green">289</FONT>                           dev = values[i] - cutoff;<a name="line.289"></a>
<FONT color="green">290</FONT>                           sumsq += dev * dev;<a name="line.290"></a>
<FONT color="green">291</FONT>                        }<a name="line.291"></a>
<FONT color="green">292</FONT>                    }<a name="line.292"></a>
<FONT color="green">293</FONT>    <a name="line.293"></a>
<FONT color="green">294</FONT>                    if (corrected) {<a name="line.294"></a>
<FONT color="green">295</FONT>                        return sumsq / (length - 1.0);<a name="line.295"></a>
<FONT color="green">296</FONT>                    } else {<a name="line.296"></a>
<FONT color="green">297</FONT>                        return sumsq / length;<a name="line.297"></a>
<FONT color="green">298</FONT>                    }<a name="line.298"></a>
<FONT color="green">299</FONT>                }<a name="line.299"></a>
<FONT color="green">300</FONT>            }<a name="line.300"></a>
<FONT color="green">301</FONT>        }<a name="line.301"></a>
<FONT color="green">302</FONT>    <a name="line.302"></a>
<FONT color="green">303</FONT>        /**<a name="line.303"></a>
<FONT color="green">304</FONT>         * Returns true iff biasCorrected property is set to true.<a name="line.304"></a>
<FONT color="green">305</FONT>         *<a name="line.305"></a>
<FONT color="green">306</FONT>         * @return the value of biasCorrected.<a name="line.306"></a>
<FONT color="green">307</FONT>         */<a name="line.307"></a>
<FONT color="green">308</FONT>        public boolean isBiasCorrected() {<a name="line.308"></a>
<FONT color="green">309</FONT>            return biasCorrected;<a name="line.309"></a>
<FONT color="green">310</FONT>        }<a name="line.310"></a>
<FONT color="green">311</FONT>    <a name="line.311"></a>
<FONT color="green">312</FONT>        /**<a name="line.312"></a>
<FONT color="green">313</FONT>         * Sets the biasCorrected property.<a name="line.313"></a>
<FONT color="green">314</FONT>         *<a name="line.314"></a>
<FONT color="green">315</FONT>         * @param biasCorrected new biasCorrected property value<a name="line.315"></a>
<FONT color="green">316</FONT>         */<a name="line.316"></a>
<FONT color="green">317</FONT>        public void setBiasCorrected(boolean biasCorrected) {<a name="line.317"></a>
<FONT color="green">318</FONT>            this.biasCorrected = biasCorrected;<a name="line.318"></a>
<FONT color="green">319</FONT>        }<a name="line.319"></a>
<FONT color="green">320</FONT>    <a name="line.320"></a>
<FONT color="green">321</FONT>        /**<a name="line.321"></a>
<FONT color="green">322</FONT>         * Returns the varianceDirection property.<a name="line.322"></a>
<FONT color="green">323</FONT>         *<a name="line.323"></a>
<FONT color="green">324</FONT>         * @return the varianceDirection<a name="line.324"></a>
<FONT color="green">325</FONT>         */<a name="line.325"></a>
<FONT color="green">326</FONT>        public Direction getVarianceDirection () {<a name="line.326"></a>
<FONT color="green">327</FONT>            return varianceDirection;<a name="line.327"></a>
<FONT color="green">328</FONT>        }<a name="line.328"></a>
<FONT color="green">329</FONT>    <a name="line.329"></a>
<FONT color="green">330</FONT>        /**<a name="line.330"></a>
<FONT color="green">331</FONT>         * Sets the variance direction<a name="line.331"></a>
<FONT color="green">332</FONT>         *<a name="line.332"></a>
<FONT color="green">333</FONT>         * @param varianceDirection the direction of the semivariance<a name="line.333"></a>
<FONT color="green">334</FONT>         */<a name="line.334"></a>
<FONT color="green">335</FONT>        public void setVarianceDirection(Direction varianceDirection) {<a name="line.335"></a>
<FONT color="green">336</FONT>            this.varianceDirection = varianceDirection;<a name="line.336"></a>
<FONT color="green">337</FONT>        }<a name="line.337"></a>
<FONT color="green">338</FONT>    <a name="line.338"></a>
<FONT color="green">339</FONT>        /**<a name="line.339"></a>
<FONT color="green">340</FONT>         * The direction of the semivariance - either upside or downside. The direction<a name="line.340"></a>
<FONT color="green">341</FONT>         * is represented by boolean, with true corresponding to UPSIDE semivariance.<a name="line.341"></a>
<FONT color="green">342</FONT>         */<a name="line.342"></a>
<FONT color="green">343</FONT>        public enum Direction {<a name="line.343"></a>
<FONT color="green">344</FONT>            /**<a name="line.344"></a>
<FONT color="green">345</FONT>             * The UPSIDE Direction is used to specify that the observations above the<a name="line.345"></a>
<FONT color="green">346</FONT>             * cutoff point will be used to calculate SemiVariance<a name="line.346"></a>
<FONT color="green">347</FONT>             */<a name="line.347"></a>
<FONT color="green">348</FONT>            UPSIDE (true),<a name="line.348"></a>
<FONT color="green">349</FONT>    <a name="line.349"></a>
<FONT color="green">350</FONT>            /**<a name="line.350"></a>
<FONT color="green">351</FONT>             * The DOWNSIDE Direction is used to specify that the observations below<a name="line.351"></a>
<FONT color="green">352</FONT>             * the cutoff point will be used to calculate SemiVariance<a name="line.352"></a>
<FONT color="green">353</FONT>             */<a name="line.353"></a>
<FONT color="green">354</FONT>            DOWNSIDE (false);<a name="line.354"></a>
<FONT color="green">355</FONT>    <a name="line.355"></a>
<FONT color="green">356</FONT>            /**<a name="line.356"></a>
<FONT color="green">357</FONT>             *   boolean value  UPSIDE &lt;-&gt; true<a name="line.357"></a>
<FONT color="green">358</FONT>             */<a name="line.358"></a>
<FONT color="green">359</FONT>            private boolean direction;<a name="line.359"></a>
<FONT color="green">360</FONT>    <a name="line.360"></a>
<FONT color="green">361</FONT>            /**<a name="line.361"></a>
<FONT color="green">362</FONT>             * Create a Direction with the given value.<a name="line.362"></a>
<FONT color="green">363</FONT>             *<a name="line.363"></a>
<FONT color="green">364</FONT>             * @param b boolean value representing the Direction. True corresponds to UPSIDE.<a name="line.364"></a>
<FONT color="green">365</FONT>             */<a name="line.365"></a>
<FONT color="green">366</FONT>            Direction (boolean b) {<a name="line.366"></a>
<FONT color="green">367</FONT>                direction = b;<a name="line.367"></a>
<FONT color="green">368</FONT>            }<a name="line.368"></a>
<FONT color="green">369</FONT>    <a name="line.369"></a>
<FONT color="green">370</FONT>            /**<a name="line.370"></a>
<FONT color="green">371</FONT>             * Returns the value of this Direction. True corresponds to UPSIDE.<a name="line.371"></a>
<FONT color="green">372</FONT>             *<a name="line.372"></a>
<FONT color="green">373</FONT>             * @return true if direction is UPSIDE; false otherwise<a name="line.373"></a>
<FONT color="green">374</FONT>             */<a name="line.374"></a>
<FONT color="green">375</FONT>            boolean getDirection () {<a name="line.375"></a>
<FONT color="green">376</FONT>                return direction;<a name="line.376"></a>
<FONT color="green">377</FONT>            }<a name="line.377"></a>
<FONT color="green">378</FONT>        }<a name="line.378"></a>
<FONT color="green">379</FONT>    }<a name="line.379"></a>




























































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